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Mutlirate systems, Filterbanks

B. Sainath

sainath.bitragunta@pilani.bits-pilani.ac.in

Department of Electrical and Electronics Engineering Birla Institute of Technology and Science, Pilani

B. Sainath (BITS, PILANI)

October 1, 2018

Multirate signal processing

October 1, 2018

1 / 29

Outline

1 Introduction & Motivation

2 Fundamentals of Multirate Systems

3 Applications

4 Filter Banks

5 Conclusions

6 Textbooks & References

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

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Introduction & Motivation

Figure: Source: PPV’s textbook.

Single rate DSP system

multipliers, adders, delay elements e.g., digital ﬁlters

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

3 / 29

Multirate DSP System

Figure: Source: Mathworks-MATLAB.

Multirate DSP system

multipliers, adders, delay elements plus downsampler, upsampler

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

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Multirate DSP System: Building Blocks

Figure: Basic building blocks of multirate system

M−fold decimator or downsampler

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

5 / 29

Multirate DSP System: Building Blocks

Figure: Basic building blocks of multirate system

M−fold decimator or downsampler

reduce sampling rate by M before downsampler, use anti-aliasing ﬁlter

L−fold expander or upsampler

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

5 / 29

Multirate DSP System: Building Blocks

Figure: Basic building blocks of multirate system

M−fold decimator or downsampler

reduce sampling rate by M before downsampler, use anti-aliasing ﬁlter

L−fold expander or upsampler

increase sampling rate by L after upsampler, use anti-imaging ﬁlter

Depending on application

perform sampling rate alteration at i/p or at o/p or internally

Advantages (depends on application)

lower computational complexity for a given task reduced rate of transmission (and/or) reduced storage requirement, power consumption

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

5 / 29

Applications

Figure: Source: Mathworks-MATLAB.

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

6 / 29

Need for Sampling Rate Alteration

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

7 / 29

Need for Sampling Rate Alteration

Clock rates are different for various subsystems

music players audio broadcasting cellular communication

Enhanced ﬂexibility & reduced computational complexity ⇒ efﬁcient & robust DSPs

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

7 / 29

Downsampling Illustration (M = 2)

Figure: Decimation for M = 2

Anti-aliasing requirement: x[n] band-limited

Use antialiasing ﬁlter (Decimation ﬁlter) before downsampler block

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

8 / 29

Transform Domain Analysis

O/p of downsampler in time-domain

Exercise: Prove that

y _{D} [n] = x[Mn]

Y _{D} (e ^{j}^{ω} ) =

^{1}

M

M−1

k=0

X

^{} e _{j} (ω−2πk)

M

Y _{E} (e ^{j}^{ω} ): L−fold compressed version of X (e ^{j}^{ω} )

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

9 / 29

Graphical Interpretation

Y _{D} (e ^{j}^{ω} ) =

^{1}

M

M−1

k=0

X

^{} e _{j} (ω−2πk)

M

Stretch X (e ^{j}^{ω} ) by M ⇒

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

10 / 29

Graphical Interpretation

M−1

1

e j (ω−2πk)

Y D (e jω ) =

X

M

M

k=0

Stretch X (e jω ) by M ⇒ X (e j ω M )

Create (M - 1) copies of X (e j ω M ) shifting uniformly k × 2π, k positive

integer

Sum all these shifted ‘stretched versions’ to X (e j ω M ) & divided by M

Q: Verify that Y _{D} (e ^{j}^{ω} ) has period 2π

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

10 / 29

Example

x[n] ↔ X(e ^{j}^{ω} ). y[n] = x[2n]

Q. Sketch Y (e ^{j}^{ω} )

Y(e ^{j}^{ω} ) = X ^{} _{} e ^{j} ^{ω} ,

2

where

X ^{} e ^{j}^{ω} =

2 1 ^{} _{X} ^{} _{e} jω ^{} _{+} _{X} ^{} _{e} j(ω−π) ^{}^{}

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

11 / 29

Sketch of X ^{} ^{} e ^{j}^{ω} ^{}

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

12 / 29

Sketch of Y (e ^{j}^{ω} )

clearly, we see aliasing problem Solution: use anti-aliasing ﬁlter (lowpass ﬁlter) before downsampling More details in class

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Multirate signal processing

October 1, 2018

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Exercise

Suppose that x[n] is passed through an ideal LPF with ω _{c} = ^{π} and then applied to downsampler with M = 2. Sketch Y (e ^{j}^{ω} ).

Sketch of X _{L}_{P} (e ^{j}^{ω} )

2

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

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Filtering & Downsampling

Figure: Anti-aliasing ﬁlter before downsampler.

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

15 / 29

Upsampling Illustration (L = 2)

Figure: Upsampling for L = 2

Upsampler (or expander) does not cause loss of information

Upsampling results in imaging effect Anti-imaging requirement

Use anti-imaging ﬁlter (interpolation) after upsampler block zero-valued samples converted into interpolated samples by using a LPF

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

16 / 29

Transform Domain Analysis

Let k & L are integers. O/p of upsampler in time-domain

Q: Verify that

y _{E} [n] = 0, ^{x}^{[} ^{n}

L

],

n = kL elsewhere.

Y _{E} (e ^{j}^{ω} ) = X(e ^{j}^{ω}^{L} )

Y _{E} (e ^{j}^{ω} ): L−fold compressed version of X (e ^{j}^{ω} )

Math details in class

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

17 / 29

An Illustration (time-domain)

Figure: Upsampling & Downsampling ( L = M = 2 )

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

18 / 29

An Illustration (frequency domain)

Figure: Upsampling contracts frequency axis.

x[n] = x _{a} [nT _{s} ], Ω _{s} = 2Ω _{N}

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

19 / 29

An Illustration (frequency domain)

Figure: Upsampling contracts frequency axis.

x[n] = x _{a} [nT _{s} ], Ω _{s} = 2Ω _{N} y[n] = U _{2} (x[n])

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

19 / 29

Combined Upsampling & Downsampling

Figure: Upsampling & Downsampling

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

20 / 29

Combined Upsampling & Downsampling

Figure: Upsampling & Downsampling. O/p sampling period F _{s}

L

M

Figure: Simpliﬁed by combining ﬁlters

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

21 / 29

Equivalent Filters: Decimation-based

Figure: Illustrating equivalent ﬁlters using decimation

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

22 / 29

Equivalent Filters: Decimation-based

Figure: Illustrating equivalent ﬁlters using decimation

Q. Prove that Y _{a} ^{} e ^{j}^{ω} ^{} = Y _{b} ^{} e ^{j}^{ω} ^{} Generalization to M−fold decimation

called noble identity

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

22 / 29

Equivalent Filters: upsampling-based

Figure: Illustrating equivalent ﬁlters using upsampling

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

23 / 29

Equivalent Filters: upsampling-based

Figure: Illustrating equivalent ﬁlters using upsampling

Q. Prove that Y _{a} ^{} e ^{j}^{ω} ^{} = Y _{b} ^{} e ^{j}^{ω} ^{} Generalization to L−fold interpolation

called noble identity

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

23 / 29

Polyphase Representation (PPR)

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

24 / 29

Polyphase Representation (PPR)

Q.

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

24 / 29

Polyphase Representation (PPR)

Q. Prove that they are equivalent

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

24 / 29

M-Component PPR

Polyphase representation

Valid for FIR/IIR; causal/non-causal Applicable to any sequence (not just impulse response)

Type-1 & Type-2 PPR (in class) PPR of interpolation ﬁlter

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

25 / 29

Polyphase Implementations of Digital Filters

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

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Digital Filter Banks

Collection of digital ﬁlters with a common input & a common output

x _{k} [n], k = 0, 1, H _{k} [n], k = 0, 1, F _{k} [n], k = 0, 1,

, M − 1 called subband signals , M − 1 called analysis ﬁlters

, M − 1 called synthesis ﬁlters

combine M subband signals into xˆ[n]

Figure: Analysis (left) & Synthesis (right) ﬁlter banks

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

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Filter Responses

Figure: Illustration of typical ﬁlter responses: i). Marginally overlapping, ii). Non-overlapping & iii). Overlapping

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

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Uniform DFT Filter Bank

Filter bank based on DFT matrix

B. Sainath (BITS, PILANI)

Multirate signal processing

October 1, 2018

29 / 29

Wavelets & Applications

B. Sainath

sainath.bitragunta@pilani.bits-pilani.ac.in

B. Sainath (BITS, PILANI)

November 16, 2018

Wavelets

November 16, 2018

1 / 56

Outline

1 Introduction & Motivation

2 Short-Time Fourier Transform

3 Continuous Wavelet Transform

4 Discrete Wavelet Transform

5 Applications

6 Conclusions

7 References & Further Reading

B. Sainath (BITS, PILANI)

Wavelets

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Quote By Mallat

Quote

“Wavelet theory” is the result of a multidisciplinary effort that brought

together mathematicians, physicists and engineers

created a ﬂow of ideas that goes well beyond the construction of new bases or transforms

—-Stephane Mallat, Author of Wavelet tour of signal processing

this

connection has

B. Sainath (BITS, PILANI)

Wavelets

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Introduction & Motivation

Figure: Fourier & wavelet analysis of two signals.

Limitation of Fourier spectrum:

B. Sainath (BITS, PILANI)

Wavelets

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Introduction & Motivation

Figure: Fourier & wavelet analysis of two signals.

Limitation of Fourier spectrum:

B. Sainath (BITS, PILANI)

Wavelets

November 16, 2018

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Introduction & Motivation

Figure: Fourier & wavelet analysis of two signals.

Limitation of Fourier spectrum:

could not distinguish the two signals (top left & right)

B. Sainath (BITS, PILANI)

Wavelets

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Introduction & Motivation

Examples of signals having time-varying frequencies

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Wavelets

November 16, 2018

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Introduction & Motivation

Examples of signals having time-varying frequencies

speech, music, biomedical, seismic, so on

Fourier analysis is not useful tool to analyze such signals Need for transforms using which frequency content can be obtained locally in time

Figure: Application of wavelet to real-world signals having transients.

B. Sainath (BITS, PILANI)

Wavelets

November 16, 2018

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Introduction & Motivation

Wavelets

class of functions localized in time & frequency short wave(-like) oscillations exist for ﬁnite duration & have zero mean

B. Sainath (BITS, PILANI)

Figure: Wavelet Illustration.

Wavelets

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Examples of Wavelets

B. Sainath (BITS, PILANI)

Wavelets

November 16, 2018

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Short-Time Fourier Transform (STFT)

Deﬁnition: (continuous-time)

Vf (ω, t) =

∞

u=−∞

=

∞

u=−∞

f(u)v(u − t)e ^{−}^{j}^{ω}^{u} du,

f(u)v _{ω}_{,}_{t} (u) du

Also called windowed Fourier transform/short-term FT Consider FT framework

achieve time localization by windowing the data at various times

STFT is an energy preserving transformation (called isometry)

∞

−∞

|f(t)| ^{2} dt =

2π

1

−∞ −∞

∞

∞

|Vf (ω, t)| ^{2} dω dt

Gabor transform: Gaussian function is used as a window

More details in class

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Wavelets

November 16, 2018

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Discrete-time STFT

∞

Vf (ω, n) = m=−∞ f[m]v[m − n]e −jωm

Signal f [m], window v [m]

n is discrete & ω is continuous

However, the STFT is performed on a computer using the FFT ⇒ both

variables are discrete & quantized

B. Sainath (BITS, PILANI)

Wavelets

November 16, 2018

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Discrete-time STFT

∞

Vf (ω, n) = m=−∞ f[m]v[m − n]e −jωm

Signal f [m], window v [m]

n is discrete & ω is continuous

However, the STFT is performed on a computer using the FFT ⇒ both

variables are discrete & quantized

DFT implementation principle & Lowpass ﬁlter interpretation of STFT (in class)

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Wavelets

November 16, 2018

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STFT Implementation (MATLAB)

STFT

can be used for the t − f information in signals of interest (for e.g., audio signal) consists of the DFTs of portions of the time-domain signal

STEPS

Read the input signal to be analyzed

For e.g., audioread to read audio signal of known sampling frequency f s

[x,fs] = audioread(’ﬁle.wav’); ’x’ contains samples & fs sampling frequency

Plot the discrete-time (DT) signal: Duration of DT-signal with N samples = N sec.

f s

t = (0:length(x)-1)/fs; plot(t,x);

Plot the f − domain signal with FFT or freqz:

[H,W] = freqz(x); plot(W,abs(H)); (f in rad/sample)

f = (fs/2)*W/pi; plot(f/1000,abs(H)); (f in Hz)

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Wavelets

November 16, 2018

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x

STFT Implementation (MATLAB):

Waveforms

0.5

0

-0.5

0

Audio signal in time domain

1

2

3

4

t, seconds

5

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Wavelets

November 16, 2018

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STFT Implementation (MATLAB):

Waveforms

300

250

200

150

100

50

0

0.5

1

1.5

2

2.5

3

f− response magnitude

B. Sainath (BITS, PILANI)

angular frequency, radians/sample

Wavelets

November 16, 2018

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STFT Implementation (MATLAB):

Waveforms

300

250

200

150

100

50

0

5

10

15

20

f− response magnitude

frequency, KHz

We observe some peaks, which correspond to notes of the audio signal However, difﬁcult to say the time instants of the peaks STFT can address this problem

B. Sainath (BITS, PILANI)

Wavelets

November 16, 2018

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STFT Implementation using FFT

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Wavelets

November 16, 2018

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STFT Implementation (MATLAB):

Steps (Contd.,)

Basic idea & step:

Consider small portion of samples using a window Compute its FFT & place it as the column of a matrix

N = 40*fs/1000; win = hamming(N); F = fft( x(1:N) .* win ); Z = F;

Obtain the next column by sliding the window by ’hop’ samples (called the ’hop-size’)

hop = round(length(win)/4); F = fft( x( hop + (1:N) ) .* win ); Z(:,2) = F;

Similarly,

F = fft( x( 2*hop + (1:N) ) .* win ); Z(:,3) = F;

Continue until you reach the end of the data sequence

B. Sainath (BITS, PILANI)

Wavelets

November 16, 2018

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STFT Spectrogram (Magnitude)

Magnitude of the STFT yields the magnitude spectrogram Squared magnitude of STFT gives PSD

B. Sainath (BITS, PILANI)

Wavelets

November 16, 2018

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Inverse STFT

STFT is (in general) invertible

Methods: Filter bank summation (FBS), overlap-add (OLA) FBS method

uses bank of ﬁlters STFT viewed as set of outputs from analysis ﬁlters

OLA method

Take IFFT for each ﬁxed time in the discrete STFT

B. Sainath (BITS, PILANI)

Wavelets

November 16, 2018

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Analysis & Synthesis in STFT

Exercise: Assume that v [n] is ﬁnite & v [n]

= 0, 0 ≤ n ≤ N − 1. Let

k

ω _{k} = 2π _{N} . Show the following:

v[n − m]f[m] =

^{1}

^{√}

N

N−1

k=0

Vf [n, k ]e ^{j}^{ω} ^{k} ^{m} , for v [0]

= 0

B. Sainath (BITS, PILANI)

f[n] =

^{1}

^{√}

Nv[0]

N−1

k=0

Wavelets

Vf [n, k]e ^{j}^{ω} ^{k} ^{n} , for n = m.

November 16, 2018

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OLA Method

Synthesis equation:

f[n] =

^{M}

v[0]

∞

p=−∞

1

^{√}

N

N−1

k=0

Vf [pM, k]e ^{j}^{ω} ^{k} ^{n}

where M denotes decimation factor Exact synthesis, i.e., g[n] = f [n] is possible when either

analysis window has ﬁnite bandwidth with ω _{c} < ^{2}^{π} , or sum of analysis windows obtained by shifting v [n] with M −points increments add to constant

M

Exercise: Show the following condition for exact synthesis:

B. Sainath (BITS, PILANI)

∞

p=−∞

Vf [pM − n] = V[0]

M

Wavelets

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Applications of STFT

In those applications where combining t & f domains in one framework is

useful

Signal processing of

speech, music, audio

SONAR signal processing, geographical exploration

Image processing

B. Sainath (BITS, PILANI)

Wavelets

November 16, 2018

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Limitations of STFT

Figure: Source: Wiki

Fixed-resolution (therefore,)

suits for analyzing processes where all the features appear approximately at the same scale

Wider window gives higher frequency resolution (but poor t−resolution) Narrower window gives good time resolution (but poor f −resolution)

Time-frequency tradeoff!

B. Sainath (BITS, PILANI)

Wavelets

November 16, 2018

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Features & Parameters of Wavelets

Provide good t−resolution for high-frequency events & good f −resolution for low-frequency events ⇒ suitable for many real-world signals! Wavelets are two parameter family of functions

dilation parameter (scaling) translation parameter (shifting)

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Wavelets

November 16, 2018

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Features & Parameters of Wavelets

Stretched wavelet is useful for capturing

B. Sainath (BITS, PILANI)

Wavelets

November 16, 2018

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Features & Parameters of Wavelets

Stretched wavelet is useful for capturing slowly varying changes

Compressed wavelet is useful for capturing abrupt changes Shifting: (e.g., Ψ(t − k ))

delaying (or) advancing onset of a wavelet along the length of the signal required to align and extract features of the signal

B. Sainath (BITS, PILANI)

Wavelets

November 16, 2018

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Wavelet Transforms

Continuous wavelet transform (CWT) Discrete wavelet transform (DWT) Wavelet packet transform (generalized DWT)

B. Sainath (BITS, PILANI)

Wavelets

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Practice Questions

Based on the concepts covered in class, read the book chapter (by Nawab & Quatieri) on STFT (check Nalanda). Questions:

Let f [n] = exp ^{} j ^{2}^{π} f _{d} n ^{} . Let v [n] denote the analysis window. Determine the discrete-STFT of f [n]. What is the D-STFT when rectangular window is used? Let f [n] = cos ^{} ^{2}^{π} f _{d} n ^{} . Let v [n] denote the analysis window. Determine the discrete-STFT of f [n]. What is the D-STFT when rectangular window is used? What is the D-STFT if v [n] = δ[n]?

N

N

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Wavelets

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Wavelet Concept: An illustration

Continuous wavelet transform (CWT)

computation of WT in smooth continuous manner

Discrete wavelet transform (DWT)

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Wavelets

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Wavelet Concept: An illustration

Continuous wavelet transform (CWT)

computation of WT in smooth continuous manner

Discrete wavelet transform (DWT)

computation of WT in discrete steps

B. Sainath (BITS, PILANI)

Wavelets

November 16, 2018

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Wavelet Concept: Location & Scale

Two parameters: translation, scale Imp. Note: change in scale does not correspond to shift in frequency

frequency ∝ 1/scale

Change in scale compresses or dilates ψ(t) ⇒ changing temporal concentration

Deﬁnitions, concepts & math (in class)

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Wavelets

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Examples: Haar Wavelet

Sequence of rescaled square-shaped functions

form a wavelet family or basis

Mother wavelet ψ(t) satisﬁes two conditions: Integrates to zero, unit norm

Check the two conditions (in class)

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Wavelets

November 16, 2018

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Examples: Ricker Wavelet (Mexican Hat wavelet)

Negative normalized second derivative of a Gaussian function Application: used to model seismic data

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Wavelets

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Remarks on Energy Spread

Let ψ(t) is centered at t = 0 =⇒ ψ _{a}_{,}_{b} (t) is centered at ?

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Wavelets

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Remarks on Energy Spread

Let ψ(t) is centered at t = 0 =⇒ ψ _{a}_{,}_{b} (t) is centered at ? (t = b)

Write down the expression for energy spread σ ^{2} (a, b) (in class)

t

Let f _{0} be the center frequency of Ψ(f ). Then

center frequency of ψ _{a}_{,}_{b} (f ) is ?

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Wavelets

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Remarks on Energy Spread

Let ψ(t) is centered at t = 0 =⇒ ψ _{a}_{,}_{b} (t) is centered at ? (t = b)

Write down the expression for energy spread σ ^{2} (a, b) (in class)

t

Let f _{0} be the center frequency of Ψ(f ). Then

center frequency of ψ _{a}_{,}_{b} (f ) is ? ( ^{f} ^{0}

a ^{)}

What is the energy spread about ^{f} _{a} ^{0} ? (in class)

σ ^{2} (a, b) =

σ ^{2}

f

a ^{2}

f

Time position depends on b alone i.e. on the translation parameter

Frequency position depends on f _{0} and a, spread depends on the scale parameter a

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Wavelets

November 16, 2018

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Heisenberg boxes

Figure: Heisenberg boxes representing the energy spread of two wavelets

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Wavelets

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Continuous Wavelet Transform & Scalogram

Deﬁnitions in class Scalogram is analogous to spectrogram in STFT

Energy computation from scalogram (in class)

Matlab command for continuous wavelet transform (CWT): cwt

http://in.mathworks.com/help/wavelet/ref/cwt.html wt = cwt(x,wname) uses the analytic wavelet speciﬁed by wname to

compute the CWT

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Wavelets

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Wavelets & Expansions

Orthogonality

Let x(t) be a ﬁnite energy signal

Expansion of x(t) in terms of basis functions (in class)

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Wavelets

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Inverse Wavelet Transform

Recovery of original signal x (t ) from its wavelet transform by integrating over all scales & locations a and b C _{g} denotes admissibility constant

depends on chosen wavelet math in class

Exercise For Mexican hat wavelet show that C _{g} = π

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Wavelets

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Complex Wavelets

Requirement: Fourier transform is zero for negative frequencies

E.g., Morlet wavelet or Gabor wavelet (details in class) Application

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Wavelets

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Complex Wavelets

Requirement: Fourier transform is zero for negative frequencies

E.g., Morlet wavelet or Gabor wavelet (details in class) Application

Using complex wavelets, we can separate magnitude & phase components within a signal

Magnitude & phase of CWT using complex wavelet (in class)

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Wavelets

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Expansion using Wavelet Basis

By choosing orthonormal wavelet basis & using wavelet coefﬁcients we can reconstruct the original signal

Express f (t) in terms of basis & coefﬁcients (in class)

Computation of energy & Parseval’s theorem (in class)

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Multiresolution Analysis (MRA)

Any ﬁnite energy signal can be decomposed in an orthonormal wavelet basis Note that scale ∝ 1/resolution & v.v

Finer (smaller) scale =⇒ higher (larger) resolution

Need for multiresolution

allows to process important & relevant details for a speciﬁc task

Application: Multiresolution image analysis

facilitates advanced tasks such as image restoration, segmentation, object recognition

Math details (in class)

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Analysis at Scale 2 ^{−}^{m}

Consider scale 2 ^{−}^{m}

Compute local averages of f (t) at positions {k × 2 ^{−}^{m} }, k ∈ Z over intervals of width ∝ 2 ^{−}^{m}

Illustration of f (t) (in class)

MRA: Analysis of f (t) over embedded grids of approximation

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Scaling Function & Coefﬁcients

Discrete dyadic grid wavelet lends itself to fast computer algorithm Scaling function

Used in discrete wavelet transform

Notations/deﬁnitions in class φ(t) is called father scaling function

Integrates to one

Orthogonality

Scaling function is orthogonal to translations of itself but not dilations of itself

From Wavelet function, get wavelet coefﬁcients

From Scaling function, get scaling coefﬁcients

Together, we get DWT coefﬁcients

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Discretized CWT versus DWT

Discretized approximate CWT

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Discretized CWT versus DWT

Discretized approximate CWT

required for practical implementation Involve a discrete approximation of the transform integral (summation) computed on discrete grid of a scales & b locations Accuracy of approximation depends on resolution of discretization

Discrete wavelet transform

Transform integral remains continuous but determined only on a dyadic grid of scales & locations

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Wavelets

November 16, 2018

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f (t) Representation

Represent f (t) using combined series approximation coefﬁcients & wavelet (detail) coefﬁcients (in class)

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Wavelets

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Haar Wavelet Scaling Function

φ(t) = c _{0} φ(2t) + c _{1} φ(2t − 1) Scaling coefﬁcients c _{0} = c _{1} = 1 (proof in class) Consider wavelets of ﬁnite support Wavelet function in terms of scaling function (in class)

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Wavelet Equation

Wavelet equation (in terms of scaling function)

ψ(t) = ^{} (−1) ^{k} c _{1}_{−}_{k} φ(2t − k)

k

For ﬁnite number of scaling coefﬁcients 0, N _{k} − 1, N _{k} ∈ N

ψ(t) = ^{} (−1) ^{k} c _{N} _{k} _{−}_{1}_{−}_{k} φ(2t − k)

k

Recall Haar scaling function: φ(t) = φ(2t) + φ(2t − 1) =⇒ Haar wavelet function

ψ(t) = φ(2t) − φ(2t − 1)

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Use of φ(t) & ψ(t)

Using scaling function φ(t) & wavelet function ψ(t), we have

f(t) =

∞

n=−∞

c(n) φ(t − n) + ^{}

∞

m≥0 n=−∞

d _{m} (n) 2 ^{m} ψ(2 ^{m} t − n)

2

φ(t − n) denote set of scaling functions (orthonormal basis) 2 ^{m} ψ(2 ^{m} t − n) denote set of wavelet functions (orthonormal basis) c(n) are the scaling coefﬁcients

2

c(n) =< f, φ(t − n) >

d _{m} (n) are the wavelet coefﬁcients

d _{m} (n) =< f, 2 ^{m} ψ(2 ^{m} t − n) >

2

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Wavelets

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Discrete Wavelet Transform (DWT)

Generally, we can start at any scale 2 ^{m} ^{0} =⇒

f(t) =

∞

n=−∞

c _{m} _{0} (n) 2 ^{m} ^{0} φ(2

2

m

0

t − n) +

∞

∞

n=−∞ m=m _{0}

d _{m} (n) 2 ^{m} ψ(2 ^{m} t − n)

2

c _{m} _{0} (n) ⇐ low-resolution (coarse scale) approximation coefﬁcients d _{m} (n) ⇐ high-resolution (detailed) coefﬁcients

{c _{m} _{0} (n)} _{n} & {d _{m} (n)} _{m}_{≥}_{m} _{0} _{,}_{n} form DWT of f (t) Haar scaling function approximation (in class)

c _{m} (n) ≈ f(n2 ^{−}^{m} )

Scaling coefﬁcients are approximately equal to signal samples at with duration

_{2} −m

Q What is the sampling frequency?

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Discrete Wavelet Transform (DWT)

Generally, we can start at any scale 2 ^{m} ^{0} =⇒

f(t) =

∞

n=−∞

c _{m} _{0} (n) 2 ^{m} ^{0} φ(2

2

m

0

t − n) +

∞

∞

n=−∞ m=m _{0}

d _{m} (n) 2 ^{m} ψ(2 ^{m} t − n)

2

_{m} _{0} (n) ⇐ low-resolution (coarse scale) approximation coefﬁcients d _{m} (n) ⇐ high-resolution (detailed) coefﬁcients

_{m} _{0} (n)} _{n} & {d _{m} (n)} _{m}_{≥}_{m} _{0} _{,}_{n} form DWT of f (t) Haar scaling function approximation (in class)

c _{m} (n) ≈ f(n2 ^{−}^{m} )

Scaling coefﬁcients are approximately equal to signal samples at with duration

_{2} −m

Q What is the sampling frequency? Ans. f _{s} = 2 ^{m} , ω _{s} = 2π2 ^{m}

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Wavelets

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DWT Computation

Mallat’s fast wavelet transform

Assume an initial set of scaling coefﬁcients {c _{m} (n)} _{n} representing an approximation to a signal

Let {h[n]} _{n} denote impulse responses of lowpass (scaling) ﬁlters

Let {h _{1} [n] = (−1) ^{n} h[1 − n]} _{n} denote impulse responses of highpass (wavelet) ﬁlters

Compute recursively the wavelet coefﬁcients & the scaling coefﬁcients at coarser scale using scaling ﬁlter (lowpass) & wavelet ﬁlter (highpass)

B. Sainath (BITS, PILANI)

c _{m} (n) =< f, 2 ^{m} φ(2 ^{m} t − n) >

2

= ^{} h[n − 2k] c _{m}_{+}_{1} (n)

n

d _{m} (n) =< f, 2 ^{m} ψ(2 ^{m} t − n) >

2

= ^{} h _{1} [n − 2k] c _{m}_{+}_{1} (n)

n

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(FWT Contd.,) Decimation in FWT

The ﬁlters are shifted by 2k (rather than k) so that only even indexed terms (at ﬁlter o/ps) are retained

Eliminates redundant information

With these coefﬁcients (computed using simple digital ﬁlters), we can recover P _{V} _{m} _{f} (ﬁnite sum approximation to ﬁnite-time f (t)!) =⇒ New world of DSP!

Instead of processing signal samples, we can analyze & process a signal using its DWT

Haar analysis example (in class)

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Signal Filtering

Let Vf _{m}_{,}_{n} denote approximation (scaling) coefﬁcients

Let Wf _{m}_{,}_{n} denote detailed (wavelet) coefﬁcients

Scheme for ﬁltering of approximation coefﬁcients to produce approximate & detailed coefﬁcients at successive scales (in class)

Scheme for ﬁltering of approximation & detailed coefﬁcients to produce approximate coefﬁcients at successive scales (in class) =⇒ subband coding scheme!

LPF & HPF together known as QMF

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Key Theorem

Theorem

Let {φ(t − n), n ∈ Z} denote an orthonormal basis and φ(t) denotes

orthonormal scaling function. Then, to ensure a valid multiresolution

analysis, the sequence

h[n] =< φ(t), √ 2 φ(2t − n) >

must satisfy

|H(ω)| 2 + |H(ω + π)| 2

= 2,

ω ∈ [0, 2π)

H(0) = √ 2

B. Sainath (BITS, PILANI)

Wavelets

November 16, 2018

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Daubechies Wavelets

Based on the work of Ingrid Daubechies

Family of orthogonal wavelets deﬁning a discrete wavelet transform

Characterized by a maximal number of vanishing moments for some compact support

Discrete wavelets of which Haar wavelet (D2) is the simplest

Scaling functions associated with these wavelets satisfy the following conditions:

k

_{}

k

c _{k} = 2

_{c} k _{c} k+2k _{} _{=} ^{}

2,

0,

if k ^{} = 0, otherwise.

N _{k} denotes ﬁnite number of scaling coefﬁcients =⇒ compact support

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Vanishing Moments

Smoothness of the wavelet is associated with a moment condition:

N _{k} −1

k=0

(−1) ^{k} c _{k} k ^{m} = 0,

where m = 0, 1,

, ^{N} ^{k} − 1

2

=⇒

^{N} ^{k} vanishing moments

2

suppressing parts of the signal which are polynomial up to degree ^{N} ^{k}

_{2}

− 1

Examples: DB2, DB4, DB6 so on Determine the 4 scaling coefﬁcients c _{0} , c _{1} , c _{2} , c _{3} of DB4 (in class)

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Wavelet Packets (Adaptive Transforms)

Generalization of DWT Wavelet packets involve particular linear combinations of wavelets Wavelet packet signal decomposition

Both approximate & detailed coefﬁcients further decomposed at each level

WPD: Wavelet transform where DT signal is passed through more ﬁlters than the DWT

Figure: WPD over 3 levels. g[n]: LP approximation coefﬁcients & h[n]: HP detailed coefﬁcients

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References & Further Reading

Wavelets and subband coding by Vetterli & Kovacevic

Wavelet tour of signal processing by Mallat

The Illustrated wavelet transform handbook by Paul Addison

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Practice Questions (PQs)/Problems

Refer to class notes for PQs/problems. Find additional PQs below

Q.1. Determine scaling coefﬁcients of DB6 wavelet. You may use MATLAB. Check the conditions. Determine the scaling and the wavelet functions.

Q.2. Consider a continuous-time signal f (t), which is sampled at a rate T = ^{1} _{M} , M > 0 seconds/sample, for 1 second. Assume that M is very large. Prove the following:

2

f(n2 ^{−}^{M} ) ≈ c _{M} (k),

P _{V} _{M} f ≈ ^{} f(n2 ^{−}^{M} )φ(2 ^{M} t − n)

n

Note: Most of the part proved in class.

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Practice Questions (PQs)/Problems

Q.3. Operational complexity of DWT:Assume that we give N _{k} coefﬁcients as input to ﬁlter of ﬁnite length L. Suppose that single stage ﬁlter bank is used to obtain approximate and detail coefﬁcients of successive scale, answer the following:

Number of ﬂoating point operations required for the single stage Hint:

Convolution requires approximately ^{L}^{N} ^{k}

_{2}

operations

How many operations will be performed a multi-stage (or level) ﬁlter bank? Derive upper bound for the number of operations Comment on the computational complexity

Q.4. Let x(t) = ^{} _{n} x[n]sinc(t − n). Let h[n] = sinc(t) φ(−t)| _{t}_{=}_{n} . Determine < x(t), φ(t − k ) > & its DTFT. Comment on < x(t), φ(t − k) >

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Practice Questions (PQs)/Problems

Q.5. Let φ(t) denote the father scaling function & ψ(t) denote the mother wavelet of DB2. Determine

∞

−∞

φ(t)ψ(t) dt

Q.6. Express DB4 scaling coefﬁcients in terms of angle ψ. Does any value of ψ produces useful wavelet? Justify your answer

Q.7. Draw a schematic of input-system-output view point of continuous wavelet transform & compare with STFT (in t & f domains)

Identify the wavelet deﬁned by the following equation & determine its spectrum

ψ(t) = {e ^{(}^{j}^{t}^{)} ^{2}

2

_{e} j5t _{}}

Q.8. Determine the magnitude spectrum of Haar Mother wavelet & sketch in MATLAB

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Detection & Estimation: Fundamentals & Applications

B. Sainath

sainath.bitragunta@pilani.bits-pilani.ac.in

B. Sainath (BITS, PILANI)

December 2, 2018

Detection & Estimation

December 2, 2018

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Outline

1 Introduction & Motivation

2 Detection Theory

3 Rules, Problems & Solutions

4 Estimation Theory

5 Types of Estimators

6 Textbooks & References

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Detection & Estimation

December 2, 2018

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